Do Implied Volatilities Predict Stock Returns?
Year of publication: |
2013
|
---|---|
Authors: | Ammann, Manuel |
Other Persons: | Süss, Stephan (contributor) ; Verhofen, Michael (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility | Optionsanleihe | Warrant bond | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1670909 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Do implied volatilities predict stock returns?
Ammann, Manuel, (2009)
-
Do implied volatilities predict stock returns?
Ammann, Manuel, (2009)
-
Chen, Cheny, (2007)
- More ...
-
Do implied volatilities predict stock returns?
Ammann, Manuel, (2009)
-
Do implied volatilities predict stock returns?
Ammann, Manuel, (2009)
-
Do implied volatilities predict stock returns?
Ammann, Manuel, (2009)
- More ...